Supervisor - Market Risk and Valution

Location

Pune | India

Job description

This is a key operational role working with front middle and back office teams.

Duties include:

• Manage daily and monthly risk reporting requirements for clients
• Generate reports and working with complex and difficult clients
• Quality Assurance and regression testing of new reports and upgrades
• Research markets using Bloomberg, Reuters and other sources
• Develop new initiatives, calculation methodologies, custom solutions as specified by clients
• Documentation of policies and procedures
• Follow up and resolve questions on reports as they arise
• Other duties as assigned

Requirements:

• Bachelors/ Masters Degree with 3 years - 5 years of experience
• Experience or background in derivatives, risk management, financial engineering, performance reporting required
• Quick learner, strong attention to details, ability to take initiative
• Ability to work under pressure
• Demonstrated ability to deal effectively with clients and manage service level agreements
• Quantitative skills include basic calculus, statistics and financial math
• Technical skills include advanced Excel. Should be comfortable around IT and will need to quickly learn Excel VBA, SQL, Unix.

Job tags

Salary